Investment Securities (Summary of Significant Inputs Used to Estimate Credit Loss on Non-Agency Collateralized Mortgage Obligations) (Details)	Jun. 30, 2011	Jun. 30, 2010
Maximum [Member]
Constant prepayment rate	20.00%	25.00%
Collateral default rate	30.00%	45.00%
Loss severity	65.00%	50.00%
Minimum [Member]
Constant prepayment rate	5.00%	4.00%
Collateral default rate	5.00%	8.00%
Loss severity	30.00%	20.00%
Weighted Average [Member]
Constant prepayment rate	14.40%	14.90%
Collateral default rate	13.20%	16.80%
Loss severity	39.00%	34.60%